+14,609.3%
DE vs THC
+508.9%
+14,100.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +10.0% | -0.7% | +10.7% | +10.1% |
| 30D | +13.3% | +1.3% | +12.1% | +13.1% |
| 3M | +17.5% | +64.2% | -46.7% | +8.4% |
| 6M | +13.6% | +8.3% | +5.3% | +11.5% |
| YTD | +49.8% | +33.4% | +16.4% | +42.0% |
| 1Y | +47.9% | +37.7% | +10.2% | +39.1% |
| 3Y | +72.5% | +236.8% | -164.3% | +38.2% |
| 5Y | +90.2% | +249.3% | -159.0% | +46.6% |
| 10Y | +865.4% | +995.2% | -129.9% | +452.9% |
| All | +14,609.3% | +508.9% | +14,100.4% | +6,560.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling